Black headcrab zombies have a more subtly creepy noise: If you have the sound high, or headphones in, and somehow manage to get close to one of those things without it detecting you, you'll discover that it makes a soft, wet, labored breathing sound when idle. Slightly off-putting at first, until you realize that, in spite of being a poison-bloated corpse covered in oversized rattlesnake-parasite-things, with all of the flesh over its spine stripped off and presumably eaten, there is still something alive under there that has to breathe. Also, poison zombies laugh and moan when they die, presumably upon realizing their suffering is over.

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Headcrab zombies on fire make a disturbing "human dying in agony" sound, especially chilling if you are the one who set the zombie on fire initiating the torture and death of the underlying innocent human. Apparently, for headcrab zombies, the human consciousness is gone but the part that feels pain remains. In fact, if you play a headcrab zombie's cries backwards, you can hear a human weeping as they beg for their death.. With that in mind, their death grunts almost sound like sighs of relief. Eugh.

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Episode One introduced the Zombine, a headcrabbed Combine soldier, a tougher, slightly slower version of the standard zombie (although it did sprint occasionally) with zombie flesh bulging out from the seams of its combat armor. While its inclination towards pulling out a grenade and charging the player waving it above its head was unsettling, it was the deeper implications that really freaked this one out. Unlike other zombies, shooting the headcrab off would not reveal the grizzled, bloodied face of the human victim but instead only the soldier's lower jaw fused to the top of the spine. Despite having no remaining brain or even head beneath, the Zombine moans and cries have a distinct synthesizer edge to them. Listen closely and you can make out the disrupted, mutilated calls of the former solder. Groaning a muffled 'medic' when shot, informing allies of 'biotic' (Combine Jargon for 'Antilions in the area') when milling around, and gurgling out 'grenade!' when they start their suicide run. All horrible, but for this troper the most horrible realization was that the transhuman nature of the soldiers meant it was likely that the Zombine automatically broadcast these cries to any still 'human' soldiers in the area. If the Overwatch soldiers are still human enough to still feel terror, one can imagine the terror of hearing the squad conversation over his comm channel slowly being replaced by a Zombine cacophony as the soldiers fleeing City 17 fall one by one to the headcrabs...

According to the Combine Overwiki, the sounds that the Zombine make could possibly be communication from their squadmates coming from their vocoder but muffled by the loss of an antenna.

Honestly, the first time you enter Ravenholm and this short music plays to greet you. That's pretty creepy. Also, GMan's TV. The whole part is very eerie. D0g flies away on the dropship, then the barrier moves towards you and makes loud noise in the process. When things get silent again you hear this weird music, you follow it, only to find unplugged TV with GMan in it, which instantly turns off when you reach it.

I found some parts of the old E3 footage to be creepier than the entire retail game. For example, the original intro to Ravenholm by docks was much more eerie than the retail intro. Seeing the town in the distance with all these creepy shadows being cast made it seem foreboding. Plus the zombies on the docks had a whole "they got caught just before they managed to escape" type thing going on. Plus the hydra, I wish they kept that bastard in even though it was apparently not fun to fight. The way it glowed was very other worldly and I think they pulled that demo off very nicely. Additionally, while it isn't really a Valve game seeing as they had little input into it, Opposing force had some creepy / tense moments. The intro was very well done in my opinion and it gave a really good sense of fighting against overwhelming odds right from the start (they way you pass by your own dead comrades added to this too) and those fucking voltigore tunnels where they where nesting were pretty god damn scary when you had no ammo. Also the places where you can hear other marines over the radios was kind of ominous, especially the one just before the pit worm's lair and later on you find the squad that got iced by it.

Other than that though I have to say I didn't really find much of HL2 scary, creepy, tense or otherwise "mindfucking". HL1 had a couple of moments though, like those fucking ichthyosaurs...

Edit: Actually, that place in Anticitizen One where you break the wooden board and a bunch of dead headcrabs fall down was pretty weird. Oh and the Gman TV as mentioned earlier. Plus some of the un-used music was really strange, some of it was along the same lines as the one that played during the Gman TV part, filled with discordant pianos and creaking sounds and other weird shit.

The creepiest thing in my opinion is the Poison Zombie sounds.
But then, you hear it stalking you, the strained breathing, the moaning, the horrible agony the thing is
You walk to a door, only to hear that horrible raspy breath.
You wonder what abomination of mankind that beast could be.
You open the door to see a carrier for horrible animals.